Before you fight Nero the Sable in the Chapter 10, keep an eye out for some barrels above you as you run on through. There will be four barrels that blow up in a line. One of those barrels contains one of Final Fantasy's best known hidden character "Cactuar". As it falls down to the ground it will start running away and as soon as it gets to the corner it hops on up and disappears.
Submitted by jordanramz
A second appearance occurs on the WRO Causeway. At the top of the right hand tower from where you start the scene, look to the very top of the antenna. You'll see Cactuar at the top, doing that weird little Cactuar dance. Not sure what shooting him does, but there ya go!